Aggregation bounds in stochastic linear programming

DOI10.1007/BF02591859zbMath0562.90066MaRDI QIDQ3675909

John R. Birge

Publication date: 1985

Published in: Mathematical Programming (Search for Journal in Brave)

zbMATH Keywords

Error bounds; random right-hand side; multi-stage stochastic linear programs; aggregations

Mathematics Subject Classification ID

90C15: Stochastic programming

Related Items

Parallel processors for planning under uncertainty, Solving many linear programs that differ only in the right-hand side, Improving aggregation bounds for two-stage stochastic programs, Duality and statistical tests of optimality for two stage stochastic programs, Aggregation and discretization in multistage stochastic programming, Hydroelectric reservoir optimization in a pool market, Multistage stochastic convex programs: duality and its implications

Cites Work

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